Add 2026 CME Future & HKFE Holidays, early closes, late opens and bank holidays

[Marinovsky]

Description

• Add 2026 CME Future & HKFE Holidays, early closes, late opens and bank holidays
• The information was extracted from https://www.cmegroup.com/trading-hours.html and https://www.hkex.com.hk/Services/Trading/Derivatives/Overview/Trading-Calendar-and-Holiday-Schedule?sc_lang=en
• The unit test EnergyExpiryDateFunction_WithDifferentDates_ShouldFollowContract("HH","00:00:00") was failing since the expiry date function wasn't taking into account the 2026 thanksgiving bank holiday
• The holiday schedule for the futures AW and GD were added manually as they don't follow the holiday schedule of the CME Future class "Grains" (Even though they are commodity indices)
• Columbus and Veterans day of 2026 and 2027 was added as a bank holiday in the generic entries Future-cme-[*], Future-cbot-[*], Future-nymex-[*] and Future-comex-[*]

Related Issue

n/a

Motivation and Context

With this change the MHDB will keep updated

Requires Documentation Change

n/a

How Has This Been Tested?

I used the following python module to automatically add the holidays, early closes, late opens and bank holidays
https://github.com/Marinovsky/LEAN-MHDB. The python module reads a changes.json file with the changes, adds them to the MHDB (taking into account the exchange time zone) and finally checks for duplicated entries. It knows the class of each future in the MHDB thanks to this file: https://www.dropbox.com/scl/fi/09j95smm8ko09aupx66gl/cme-group-futures-info.json?rlkey=43ne4e093vtsqo6o2vnbrvtfh&st=tadv9em1&dl=0

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[Martin-Molinero]

Thank you